+152.5%
QQQM vs ON
+169.3%
-16.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | -0.6% | -11.0% | +10.4% | +2.4% |
| 3M | +1.3% | -39.3% | +40.6% | +13.8% |
| 6M | +18.2% | +19.8% | -1.7% | +7.8% |
| YTD | +16.9% | +31.1% | -14.2% | +3.2% |
| 1Y | +24.0% | +46.0% | -21.9% | +5.2% |
| 3Y | +96.0% | -27.5% | +123.5% | +90.9% |
| 5Y | +95.2% | +56.9% | +38.3% | +41.1% |
| All | +152.5% | +169.3% | -16.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling